Alan White
XVAs: a gap between theory and practice
Hull and White see splits on FVA, MVA, KVA as irreconcilable
FVA should be included in derivatives pricing, say survey respondents
Nearly two thirds of survey respondents disagree with Hull and White’s argument that funding valuation adjustment should be ignored
Quant Congress Europe: FVA ends ‘Platonic price’, says Brigo
No going back from FVA, says Imperial College professor – and other speakers at the conference agreed
The FVA debate continues: Hull and White respond to their critics
The FVA debate continues
Traders close ranks against FVA critics
Traders v. theorists